<t>Hi all, I am trying to better understand the Kirk formulae and the resulting Greeks.I understand that beeing long the (time) spread option gives me a short correlation position, but also is driven by the vola spread of the two underlyings.When I now calculate my deltas I have 2 which are not the ...

Perfect, thank you!

<t>Hi Guys,I am wondering what is the difference in hedging options with implied volatility vs. realized. Let's assume the current realized volatility is a good proxy for the next move and implied is a value expected to materialize at soem point.What is the difference between the two hedging methods...

Hi all,I am calculating my spread volatility withVolaA^2+2*VolaA*VolaB*CorrAB+VolaB^2.Should I base my correlation on lognormal return or absolute price? What is the difference?Thank you guys in advance.Kim(note this was also posted into the Technical Forum)

<t>Interesting and it is a very reasonable answer. It seems this is than a trade forum topic.I am surprised that this is not a very well known topic.Following up on the idea: if the realized vola indeed stays at my estimator for current hist vola (EWMA for exampel) I would contantly overhedge my pos...

<t>Thanks for the comment. So what is the difference between the two? I could imagin you will see a big difference when asset A is << B. So relative performance is key to comparison. However if I build my spread option as 1 unit of B less 1 unit of 2 the absolut price correlation seem more importnan...

<t>Hi Guys,I am wondering what is the difference in hedging options with implied volatility vs. realized. Let's assume the current realized volatility is a good proxy for the next move and implied is a value expected to materialize at soem point.What is the difference between the two hedging methods...

Hi all,I am calculating my spread volatility withVolaA^2+2*VolaA*VolaB*CorrAB+VolaB^2.Should I base my correlation on lognormal return or absolute price? What is the difference?Thank you guys in advance.Kim

Hi brbred, good stuff! That wors really good. Thank you very much!Kim

@ Outrun:That loos like an very itneresting software. What do I need to run this? When I run it it asks me to install Python.Your help is much appreciated.RegardsKim

Hi Hansi,very well remembered and yes it did work; however this is another set of data (also provided by EON). I did not manage to adjust the code for it :-(Any ideas how to do it?RegardsKim

<r>Hi all,I would like to make my life easier by programming an automated download for this page:<URL url="https://speicher.eon-gas-storage.com/public/bewegungsdaten.aspxI"><LINK_TEXT text="https://speicher.eon-gas-storage.com/pu ... aten.aspxI">https://speicher.eon-gas-storage.com/public/bewegungsd...

Good stuff ! Many thanks for your help brbred !

<r>Hi MHill,Here is a concrete case:I would like to download gas flow data from this link: <URL url="http://transparency.eon-gastransport.com/Reports/TransparencyReport.aspx?Kultur=en-GBAs"><LINK_TEXT text="http://transparency.eon-gastransport.co ... ur=en-GBAs">http://transparency.eon-gastransport....

<t>Hi MHill,That is an excellent solution! Is there a way to also open and copy over the entire .CSV file that is offert at Yahoo!I am looking at several web sources where some of the will be .CSV files that update on a daily basis and some will be http based.Thanks a lot for your input. Much apprec...